A ten-year bond has a yield of 13% and a duration of 7.209 years. If the bond's yield increases by 50 basis points, what is the percentage change in the bond's price as predicted by the duration formula? (Input the value as a positive value. Do not round intermediate calculations. Round your answer to 2 decimal places.) The bond's price
Case 1: Semiannual coupon payments
% change=-7.209/(1+13%/2)*0.50%=-3.38%
Case 2: Annual coupon payments
% change=-7.209/(1+13%)*0.50%=-3.19%
A ten-year bond has a yield of 13% and a duration of 7.209 years. If the...
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A 9-year maturity zero-coupon bond selling at a yield to maturity of 8.25% (effective annual yield) has convexity of 156.3 and modified duration of 8.06 years. A 30-year maturity 6.5% coupon bond making annual coupon payments also selling at a yield to maturity of 8.25% has nearly identical duration--8.04 years-but considerably higher convexity of 248.2 a. Suppose the yield to maturity on both bonds increases to 9.25%. What will be the actual percentage capital loss on each bond? What percentage...